Large deviations application to exit times for switched Markov processes

MaRDI QIDQ3015980zbMATH OpenFDO

Authors Adina Oprisan, A. Korzeniowski

Publication date 13 July 2011

Full work available at URL http://ijpam.eu/contents/2011-69-2/2/index.html

zbMATH Keywords

additive functionalsaverage approximationexit timesjump Markov processeslarge deviationsstability

Mathematics Subject Classification ID

Large deviations (60F10) Continuous-time Markov processes on discrete state spaces (60J27) Local time and additive functionals (60J55)

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(2)

• scientific article; zbMATH DE number 5635433 (Why is no real title available?)
• Large-deviation principles of switching Markov processes via Hamilton-Jacobi equations

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